Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744): Difference between revisions

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+On tail dependence coefficients of transformed multivariate Archimedean copulas
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+Bivariate distributions with given extreme value attractor
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+Multivariate Archimax copulas
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
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+On structure, family and parameter estimation of hierarchical Archimedean copulas
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+Dependence Modeling with Copulas
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+Sampling nested Archimedean copulas
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+An introduction to copulas.
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+On the structure and estimation of hierarchical Archimedean copulas
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+Properties of hierarchical Archimedean copulas
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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+On the construction of nested Archimedean copulas for \(d\)-monotone generators
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+Non-parametric Estimation of Tail Dependence
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+Nonparametric estimation of the tree structure of a nested Archimedean copula
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